+383.6%
ASX vs COMP
-56.6%
+440.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -8.2% | -12.6% | -19.6% |
| 7D | -33.3% | -1.8% | -31.5% | -33.0% |
| 30D | -36.5% | -0.8% | -35.7% | -36.5% |
| 3M | -19.2% | -28.1% | +8.9% | -15.8% |
| 6M | -10.2% | +27.0% | -37.2% | -14.2% |
| YTD | +86.5% | -12.8% | +99.2% | +85.9% |
| 1Y | +89.6% | +4.9% | +84.7% | +84.1% |
| 3Y | +298.6% | +321.0% | -22.4% | +201.2% |
| 5Y | +414.3% | -25.6% | +439.8% | +365.3% |
| All | +383.6% | -56.6% | +440.2% | +388.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling